VP, Quantitative Research - Structured Finance Analytics

PIMCO Ltd. - Pacific Investment Management Company; New York (NY); On-site; USD 205,000 - 240,000; Full time

Job summary

PIMCO is expanding its Structured Products Analytics team and seeking a Quantitative Developer to contribute to prepayment and credit model implementation, risk analytics, and analytics platform development. The role involves working with RMBS, CMBS, and ABS data in a cloud-based environment.

The candidate will collaborate across researchers, analytics, and production teams to deliver scalable, governance-driven analytics with a focus on performance and reliability.

Qualifications

• Master's degree or higher in a quantitative STEM discipline (e.g., CS, Math, Financial Engineering, Stats, Physics).
• 3–5 years of hands-on software development in financial services; proficient in C++ and Python.
• Experience developing analytics for securitized products (RMBS/CMBS/ABS).
• Strong understanding of structured finance deal structures and cash flow analytics.
• Experience designing scalable analytics systems in cloud environments.

Responsibilities

• Collaborate with researchers and portfolio analytics to design and enhance structured products analytics using the Intex CMO platform and datasets.
• Develop and maintain prepayment, credit, and cash flow models integrated with the analytics framework.
• Build and support analytics and risk measurement across securitized products in both research and production contexts.
• Contribute to the design of a scalable, cloud-based analytics platform for high-performance data processing.
• Promote code quality, testing, and production support within an Agile environment.

Skills

C++

Python

Intex CMO API

Cloud analytics

Structured finance

Education

Master's degree or higher in a quantitative STEM field

Tools

Intex CMO API

Job description

PIMCO is expanding its Structured Products Analytics team and seeking a Quantitative Developer to contribute to prepayment and credit model implementation, risk analytics, and analytics platform development. The role involves working with RMBS, CMBS, and ABS data in a cloud-based environment.

The candidate will collaborate across researchers, analytics, and production teams to deliver scalable, governance-driven analytics with a focus on performance and reliability.